Fetching the paper…
Reading the bibliography…
We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems.
A stochastic approximation method
H. Robbins and S. Monro · 1951
Earlier work this paper cites.
Problem complexity and method efficiency in optimization
A. Nemirovsky and D. Yudin · 1983
Earlier work this paper cites.
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
J. Dupacovà and R.-B. Wets · 1988
Earlier work this paper cites.
Asymptotic analysis of stochastic programs
A. Shapiro · 1991
Earlier work this paper cites.
Asymptotic theory for solutions in statistical estimation and stochastic programming
A. King and R. Rockafellar · 1993
Earlier work this paper cites.
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problem
Y. Kaniovski, A. King, and R.-B. Wets · 1995
Earlier work this paper cites.
Asymptotic stochastic programs
G. Pflug · 1995
Earlier work this paper cites.
Monte carlo bounding techniques for determining solution quality in stochastic programs
W.-K. Mak, D. Morton, and K. Wood · 1999
Earlier work this paper cites.
Stochastic programs and statistical data
G. C. Pflug · 1999
Earlier work this paper cites.
The sample average approximation method for stochastic discrete optimization
A. J. Kleywegt, A. Shapiro, and T. Homem-de Mello · 2002
Earlier work this paper cites.
Conditional value-at-risk for general loss distributions
R. Rockafellar and S. Uryasev · 2002
Cited alongside, same era.
Stochastic Optimization and Statistical Inference. Chapter 7 in: Stochastic Programming: Handbooks in Operations Research and Management Science, ISBN 0-444-50854-6 (A. Ruszczynski, A. Shapiro, eds.)
G. C. Pflug · 2003
Cited alongside, same era.
Monte carlo sampling methods
A. Shapiro · 2003
Cited alongside, same era.
The sample average approximation method applied to stochastic routing problems: a computational study
B. Verweij, S. Ahmed, A. J. Kleywegt, G. Nemhauser, and A. Shapiro · 2003
Cited alongside, same era.
On complexity of stochastic programming problems
A. Shapiro and A. Nemirovski · 2005
Cited alongside, same era.
The empirical behavior of sampling methods for stochastic programming
Stochastic optimization for machine learning
N. Srebro and A. Tewari · 2010
Later among the works it cites.
Validation analysis of mirror descent stochastic approximation method
G. Lan, A. Nemirovski, and A. Shapiro · 2012
Later among the works it cites.
The MOSEK optimization toolbox for MATLAB manual. Version 7.0
E. D. Andersen and K. D. Andersen · 2013
Later among the works it cites.
On first-order algorithms for l 1/nuclear norm minimization
Y. Nesterov and A. Nemirovski · 2013
Later among the works it cites.
The multi-armed bandit problem with covariates
V. Perchet and P. Rigollet · 2013
Later among the works it cites.
The bernstein–orlicz norm and deviation inequalities
S. van de Geer and J. Lederer · 2013
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
J. Linderoth, A. Shapiro, and S. Wright · 2006
Cited alongside, same era.
Large deviations of vector-valued martingales in 2-smooth normed spaces
A. Juditsky and A. S. Nemirovski · 2008
Cited alongside, same era.
Robust stochastic approximation approach to stochastic programming
A. Nemirovski, A. Juditsky, G. Lan, and A. Shapiro · 2009
Cited alongside, same era.
Learnability and stability in the general learning setting
S. Shalev-Shwartz, O. Shamir, N. Srebro, and K. Sridharan · 2009
Cited alongside, same era.
Large-scale machine learning with stochastic gradient descent
L. Bottou · 2010
Cited alongside, same era.
Lectures on stochastic programming: modeling and theory
A. Shapiro, D. Dentcheva, and A. Ruszczyński · 2014
Later among the works it cites.
Bounded regret in stochastic multi-armed bandits
S. Bubeck, V. Perchet, and P. Rigollet · 2015
Later among the works it cites.
Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
V. Guigues · 2016
Closest in time.